Replica approach to mean-variance portfolio optimization
نویسندگان
چکیده
منابع مشابه
Portfolio-optimization by the mean-variance-approach
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2016
ISSN: 1742-5468
DOI: 10.1088/1742-5468/aa4f9c